CME Japanese Yen Future December 2013


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 1.0094 1.0092 -0.0002 0.0% 1.0028
High 1.0105 1.0234 0.0129 1.3% 1.0105
Low 1.0066 1.0071 0.0005 0.0% 0.9943
Close 1.0093 1.0213 0.0120 1.2% 1.0078
Range 0.0039 0.0163 0.0124 317.9% 0.0162
ATR 0.0093 0.0098 0.0005 5.4% 0.0000
Volume 75,471 162,615 87,144 115.5% 389,165
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0662 1.0600 1.0303
R3 1.0499 1.0437 1.0258
R2 1.0336 1.0336 1.0243
R1 1.0274 1.0274 1.0228 1.0305
PP 1.0173 1.0173 1.0173 1.0188
S1 1.0111 1.0111 1.0198 1.0142
S2 1.0010 1.0010 1.0183
S3 0.9847 0.9948 1.0168
S4 0.9684 0.9785 1.0123
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 1.0528 1.0465 1.0167
R3 1.0366 1.0303 1.0123
R2 1.0204 1.0204 1.0108
R1 1.0141 1.0141 1.0093 1.0173
PP 1.0042 1.0042 1.0042 1.0058
S1 0.9979 0.9979 1.0063 1.0011
S2 0.9880 0.9880 1.0048
S3 0.9718 0.9817 1.0033
S4 0.9556 0.9655 0.9989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0234 1.0006 0.0228 2.2% 0.0089 0.9% 91% True False 110,393
10 1.0234 0.9943 0.0291 2.8% 0.0094 0.9% 93% True False 74,258
20 1.0330 0.9943 0.0387 3.8% 0.0095 0.9% 70% False False 37,777
40 1.0442 0.9943 0.0499 4.9% 0.0097 1.0% 54% False False 19,040
60 1.0442 0.9860 0.0582 5.7% 0.0097 1.0% 61% False False 12,745
80 1.0670 0.9775 0.0895 8.8% 0.0114 1.1% 49% False False 9,596
100 1.0670 0.9675 0.0995 9.7% 0.0101 1.0% 54% False False 7,679
120 1.0800 0.9675 0.1125 11.0% 0.0095 0.9% 48% False False 6,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0927
2.618 1.0661
1.618 1.0498
1.000 1.0397
0.618 1.0335
HIGH 1.0234
0.618 1.0172
0.500 1.0153
0.382 1.0133
LOW 1.0071
0.618 0.9970
1.000 0.9908
1.618 0.9807
2.618 0.9644
4.250 0.9378
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 1.0193 1.0192
PP 1.0173 1.0171
S1 1.0153 1.0150

These figures are updated between 7pm and 10pm EST after a trading day.

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